Smoothed kernel conditional density estimation
Kuangyu Wen and
Ximing Wu ()
Economics Letters, 2017, vol. 152, issue C, 112-116
Given multiple Y observations for each observed X, we propose a conditional kernel density estimator that exploits smoothing of f(y|x) across x. We obtain large sample properties of the proposed estimator and present a practical cross validation bandwidth selector. An application to adult BMI densities conditional on age is provided.
Keywords: Conditional density estimation; Bandwidth selection; Body mass index (search for similar items in EconPapers)
JEL-codes: C14 (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:eee:ecolet:v:152:y:2017:i:c:p:112-116
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